When should cukes be picked?

I like them small. And the more you pick, the more the plant will produce. If they get too big they will be tough and bitter. Like many plants, the goal is to produce mature seed. Once that happens the plant has done its' job and that's it. Try experimenting by leaving one plant unpicked, one picked at a size you prefer and one picked as soon as they reach a reasonable size. That should give you a good idea of when you prefer them. Good luck!

https://www.gardeningknowhow.com/edible/vegetables/cucumber/how-to-harvest-cucumbers.htm

For slicers I like cukes 5-6", for pickling I like up to 4". 6" and larger are good for bread and butter pickles. Also, if you pick in the morning your cukes are less likely to be bitter. If you find your cukes are bitter you can "milk" them by cutting off the stem end and rubbing the cut ends together. A gel or slime-like secretion will form around the edges. I then rinse off the end of the cuke. Sometimes I repeat the process.

here's a video that might help...